CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1368 |
1.1340 |
-0.0028 |
-0.2% |
1.1256 |
| High |
1.1395 |
1.1406 |
0.0011 |
0.1% |
1.1395 |
| Low |
1.1311 |
1.1328 |
0.0017 |
0.2% |
1.1241 |
| Close |
1.1322 |
1.1378 |
0.0056 |
0.5% |
1.1322 |
| Range |
0.0084 |
0.0078 |
-0.0006 |
-7.1% |
0.0154 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
23,410 |
23,569 |
159 |
0.7% |
86,624 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1569 |
1.1421 |
|
| R3 |
1.1527 |
1.1491 |
1.1399 |
|
| R2 |
1.1449 |
1.1449 |
1.1392 |
|
| R1 |
1.1413 |
1.1413 |
1.1385 |
1.1431 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1380 |
| S1 |
1.1335 |
1.1335 |
1.1371 |
1.1353 |
| S2 |
1.1293 |
1.1293 |
1.1364 |
|
| S3 |
1.1215 |
1.1257 |
1.1357 |
|
| S4 |
1.1137 |
1.1179 |
1.1335 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1781 |
1.1706 |
1.1407 |
|
| R3 |
1.1627 |
1.1552 |
1.1364 |
|
| R2 |
1.1473 |
1.1473 |
1.1350 |
|
| R1 |
1.1398 |
1.1398 |
1.1336 |
1.1436 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1338 |
| S1 |
1.1244 |
1.1244 |
1.1308 |
1.1282 |
| S2 |
1.1165 |
1.1165 |
1.1294 |
|
| S3 |
1.1011 |
1.1090 |
1.1280 |
|
| S4 |
1.0857 |
1.0936 |
1.1237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1406 |
1.1241 |
0.0165 |
1.5% |
0.0070 |
0.6% |
83% |
True |
False |
22,038 |
| 10 |
1.1406 |
1.1241 |
0.0165 |
1.5% |
0.0070 |
0.6% |
83% |
True |
False |
19,590 |
| 20 |
1.1406 |
1.1215 |
0.0191 |
1.7% |
0.0065 |
0.6% |
85% |
True |
False |
19,626 |
| 40 |
1.1406 |
1.0922 |
0.0484 |
4.3% |
0.0068 |
0.6% |
94% |
True |
False |
9,923 |
| 60 |
1.1406 |
1.0911 |
0.0495 |
4.4% |
0.0065 |
0.6% |
94% |
True |
False |
6,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1738 |
|
2.618 |
1.1610 |
|
1.618 |
1.1532 |
|
1.000 |
1.1484 |
|
0.618 |
1.1454 |
|
HIGH |
1.1406 |
|
0.618 |
1.1376 |
|
0.500 |
1.1367 |
|
0.382 |
1.1358 |
|
LOW |
1.1328 |
|
0.618 |
1.1280 |
|
1.000 |
1.1250 |
|
1.618 |
1.1202 |
|
2.618 |
1.1124 |
|
4.250 |
1.0997 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1374 |
1.1372 |
| PP |
1.1371 |
1.1365 |
| S1 |
1.1367 |
1.1359 |
|